On the numerical solution of delay differential equations.
A numerical method for the treatment of non-vanishing lag state dependent delay differential equations is developed in this work. This method is based on a (5,6) Runge-Kutta formula pair. The delayed term is approximated by a three-point Hermite polynomial. In order to obtain a highly accurate numer...
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| Format: | Others |
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University of Ottawa (Canada)
2009
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| Online Access: | http://hdl.handle.net/10393/7673 http://dx.doi.org/10.20381/ruor-6910 |
| Summary: | A numerical method for the treatment of non-vanishing lag state dependent delay differential equations is developed in this work. This method is based on a (5,6) Runge-Kutta formula pair. The delayed term is approximated by a three-point Hermite polynomial. In order to obtain a highly accurate numerical scheme, special attention is given to the characterization and the localization of the derivative jump discontinuities of the solution. Some real-life problems are used to test the new method and compare it with existing ones. |
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